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Personal profile

Personal information

Jan magnus is visiting professor at the department of Econometrics and Operations Research of the Vrije Universiteit and he is Emeritus Professor at the Department of Econometrics & Operations Research, Tilburg University. He is research fellow of CentER and the Tinbergen Institute. Magnus is (co)author of nine books and over one hundred scientific papers. 


His current interests are mainly model averaging, sensitivity analysis, catastrophe, and sport statistics.

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Fingerprint Dive into the research topics where Jan Magnus is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Bayesian Model Averaging Mathematics
Normal Mixture Mathematics
Causal Effect Mathematics
Misspecification Mathematics
Expected Utility Mathematics
Stability Theory Mathematics
Latent Variables Mathematics
Regression Mathematics

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Research Output 2014 2019

  • 11 Article
  • 7 Working paper
  • 1 Comment / Letter to the editor

Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”

De Luca, G., Magnus, J. R. & Peracchi, F., 3 Apr 2019, In : Journal of Business and Economic Statistics. 37, 2, p. 217-222 6 p.

Research output: Contribution to JournalComment / Letter to the editorAcademic

stability theory
Causal Effect
Stability Theory

Expected utility and catastrophic risk in a stochastic economy–climate model

Ikefuji, M., Laeven, R. J. A., Magnus, J. R. & Muris, C., 2019, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to JournalArticleAcademicpeer-review

Catastrophic risk
Stochastic model
Expected utility
Climate change

The estimation of normal mixtures with latent variables

Magnus, G. & Magnus, J. R., 8 Feb 2019, In : Communications in Statistics - Theory and Methods. 48, 5, p. 1255-1269 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Normal Mixture
Latent Variables
Factor Models
Second derivative
Posterior distribution


De Luca, G., Magnus, J. R. & Peracchi, F., Sep 2018, In : Journal of Economic Surveys. 32, 4, p. 1183-1200 18 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Least squares estimator

Earthquake risk embedded in property prices: Evidence from five Japanese cities

Ikefuji, M., Laeven, R. J. A., Magnus, J. R. & Yue, Y., 2018, Amsterdam: Tinbergen Institute, 43 p. (TI Discussion Paper Series; vol. 18-061/III).

Research output: Working paperAcademic